+42.8%
ELV vs BNS
+33.0%
+9.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -2.2% | -1.3% | -0.9% | -2.1% |
| 30D | -0.2% | +4.0% | -4.2% | -0.1% |
| 3M | -6.1% | +13.8% | -19.9% | -5.8% |
| 6M | +42.8% | +32.7% | +10.2% | +36.7% |
| All | +42.8% | +33.0% | +9.8% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling